Australian Ethical Investment Ltd

10-Year Study

AEF.AU · Financial Services · AU · Common Stock

Executive Summary: Australian Ethical Investment Ltd has compounded at 22.2% annually over the last 10 years, with a maximum drawdown of 81.3% and an annualized volatility of 74.0%.

1Y CAGR
-15.0%
3Y CAGR
+26.0%
5Y CAGR
-8.8%
10Y CAGR
+22.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
81.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
51.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +176.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -71.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.111.4-11.410.8————————-0.6%
2025-7.224.8-4.6-11.913.58.322.7-4.2-3.1-2.8-18.3-11.6-4.3%
2024-0.2-1.1-7.1-4.7-2.8-5.5-7.94.36.93.012.26.51.5%
202313.1-21.6-12.58.0-17.024.923.28.7-2.7-10.226.210.241.4%
2022-32.7-22.60.7-18.9-4.8-16.240.1-0.3-22.7-7.62.4-17.9-71.5%
202139.2-4.66.523.3-3.1-0.2-2.830.43.923.86.5-5.4176.4%
202025.5-23.4-8.639.154.9-7.8-9.0-21.3-6.3-4.318.0-0.232.1%
20192.712.528.7-9.1-9.3-11.318.15.310.115.137.51.6139.4%
20183.44.3-10.00.81.0-1.07.910.6-3.07.14.9-4.920.9%
20172.34.50.5-4.32.35.120.71.67.72.75.64.966.2%
2016———3.230.2-1.11.11.810.1-1.7-0.6-2.243.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 74.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 65.3% of variance. Idiosyncratic stock-specific factors contribute 17.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110323.275862068967
2016-05-0113436.52037617555
2016-06-0113289.576802507838
2016-07-0113440.438871473358
2016-08-0113681.426332288402
2016-09-0115064.655172413795
2016-10-0114813.871473354233
2016-11-0114719.827586206897
2016-12-0114394.59247648903
2017-01-0114729.623824451412
2017-02-0115399.686520376177
2017-03-0115483.934169278999
2017-04-0114811.91222570533
2017-05-0115146.943573667713
2017-06-0115922.80564263323
2017-07-0119220.21943573668
2017-08-0119523.902821316617
2017-09-0121036.442006269597
2017-10-0121600.70532915361
2017-11-0122799.76489028213
2017-12-0123920.45454545455
2018-01-0124727.664576802512
2018-02-0125801.332288401256
2018-03-0123226.880877742948
2018-04-0123401.2539184953
2018-05-0123644.200626959253
2018-06-0123401.2539184953
2018-07-0125239.028213166148
2018-08-0127907.52351097179
2018-09-0127080.721003134797
2018-10-0128994.905956112852
2018-11-0130403.605015673984
2018-12-0128926.332288401256
2019-01-0129717.868338557993
2019-02-0133436.52037617555
2019-03-0143040.75235109719
2019-04-0139128.13479623825
2019-05-0135481.97492163009
2019-06-0131479.23197492163
2019-07-0137170.84639498433
2019-08-0139128.13479623825
2019-09-0143099.52978056427
2019-10-0149592.47648902822
2019-11-0168166.14420062696
2019-12-0169249.60815047022
2020-01-0186922.02194357368
2020-02-0166543.88714733542
2020-03-0160809.16927899687
2020-04-0184586.59874608152
2020-05-01131056.03448275862
2020-06-01120891.45768025081
2020-07-01110000
2020-08-0186583.0721003135
2020-09-0181126.56739811912
2020-10-0177670.45454545454
2020-11-0191677.11598746081
2020-12-0191494.90595611287
2021-01-01127329.54545454547
2021-02-01121508.62068965519
2021-03-01129355.40752351096
2021-04-01159500.39184952978
2021-05-01154568.9655172414
2021-06-01154202.58620689658
2021-07-01149817.78996865207
2021-08-01195311.52037617555
2021-09-01202831.11285266458
2021-10-01251061.91222570534
2021-11-01267384.40438871476
2021-12-01252895.76802507837
2022-01-01170186.12852664577
2022-02-01131675.15673981194
2022-03-01132586.20689655174
2022-04-01107543.10344827587
2022-05-01102386.36363636363
2022-06-0185813.08777429468
2022-07-01120248.82445141066
2022-08-01119900.07836990597
2022-09-0192701.802507837
2022-10-0185670.06269592477
2022-11-0187705.7210031348
2022-12-0171976.88087774295
2023-01-0181414.57680250784
2023-02-0163836.206896551725
2023-03-0155832.6802507837
2023-04-0160299.76489028214
2023-05-0150064.6551724138
2023-06-0162533.30721003135
2023-07-0177049.37304075235
2023-08-0183750.00000000001
2023-09-0181475.31347962383
2023-10-0173195.5329153605
2023-11-0192388.32288401254
2023-12-01101796.6300940439
2024-01-01101608.54231974922
2024-02-01100480.0156739812
2024-03-0193313.08777429466
2024-04-0188959.6394984326
2024-05-0186498.82445141066
2024-06-0181767.24137931036
2024-07-0175331.11285266458
2024-08-0178550.15673981192
2024-09-0183942.00626959249
2024-10-0186440.04702194358
2024-11-0197004.3103448276
2024-12-01103342.47648902822
2025-01-0195852.27272727274
2025-02-01119670.84639498433
2025-03-01114220.21943573668
2025-04-01100668.10344827586
2025-05-01114220.21943573668
2025-06-01123704.93730407524
2025-07-01151777.03761755486
2025-08-01145387.93103448278
2025-09-01140869.90595611287
2025-10-01136951.41065830723
2025-11-01111873.0407523511
2025-12-0198942.00626959249
2026-01-0189929.4670846395
2026-02-01100186.12852664579
2026-03-0188753.91849529782
2026-04-0198354.23197492164
Annual Return Matrix
YearAnnual Return
20170.6617667074996598
20180.2092718486362517
20191.3939989162828503
20200.32123355495826855
20211.7640420565750872
2022-0.7153891445482576
20230.4142962136265891
20240.015185634274496262
2025-0.042581427975581176
2026-0.005940594059405946
Total Factor Risk
0.7403609555615829
VTI.US Exposure
0.6534660283347675
VEA.US Exposure
0.13989537106389424
VWO.US Exposure
0.013362731545145843
QQQ.US Exposure
-0.09723242641651551
VTV.US Exposure
-0.03326175784947593
IJR.US Exposure
-0.004616345602190718
QUAL.US Exposure
-0.03351011059444342
SHV.US Exposure
0.136937664423233
TLT.US Exposure
-0.018149912093752583
LQD.US Exposure
0.11250664079492456
HYG.US Exposure
-0.011637116485186992
GLD.US Exposure
-0.0014402515146647314
USO.US Exposure
0.0005744181278155741
VNQ.US Exposure
-0.0072789937323586825
BTC-USD.CC Exposure
-0.0012166857573746082
CPER.US Exposure
-0.005718220083560379
VIX.INDX Exposure
-0.023899105472339175
UUP.US Exposure
0.007968846629362451
TIP.US Exposure
0.00007900537593489047
Idiosyncratic Exposure
0.1731702193067847
Value Score
41.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
74.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →22.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.66%
Market Cap$525.9M
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1,567
Avg Yield on Cost
15.67%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1,567.415.67%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-16.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
38.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Australian Ethical Investment Ltd a high-risk investment?

Australian Ethical Investment Ltd (AEF.AU) has an annualized volatility of 74.0% and experienced a maximum drawdown of 81.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AEF.AU?

Over the past 10 years, AEF.AU has generated a Compound Annual Growth Rate (CAGR) of 22.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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